| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 222098.405 | 176644.3397 | 45454.0653 | 317548.8049 | 216582.1862 | 100966.6187 |
| Total P&L (%) | 222.0984 | 176.6443 | 45.4541 | 317.5488 | 216.5822 | 100.9666 |
| Avg Daily Profit (%) | 0.4264 | 0.3392 | 0.0873 | 0.2748 | 0.2215 | 0.1341 |
| Buy And Hold Return (%) | 65.9293 | 65.9293 | 65.9293 | 65.9293 | 65.9293 | 65.9293 |
| Max Trade Drawdown | -47534 | -49598 | -39874 | -232093 | -248418 | -188745 |
| Profit Factor | 1.3767 | 1.6258 | 1.1479 | 1.1666 | 1.2319 | 1.1039 |
| Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
| Winning Trades | 145 | 67 | 78 | 145 | 67 | 78 |
| Losing Trades | 184 | 97 | 87 | 184 | 97 | 87 |
| Profitability (%) | 44.0729 | 40.8537 | 47.2727 | 44.0729 | 40.8537 | 47.2727 |
| Ratio Avg Win / Avg Loss | 1.7469 | 2.3537 | 1.2803 | 1.4804 | 1.7835 | 1.2312 |
| Largest Winning Trade | 92723 | 92723 | 19598 | 149123 | 149123 | 78205 |
| Largest Losing Trade | -12271 | -11343 | -12271 | -64549 | -64549 | -57918 |
| Avg Bars in Trades | 74 | 74 | 75 | 74 | 74 | 75 |
| Avg Bars in Winners | 95 | 94 | 96 | 95 | 94 | 96 |
| Avg Bars in Losers | 58 | 60 | 55 | 58 | 60 | 55 |
| Bars Traded | 24604 | 12215 | 12388 | 24604 | 12215 | 12388 |
| Profit Streak | 8.2922 | 14.7297 | 8.2922 | 8.2922 | 14.7297 | 8.2922 |
| Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302754 | 223928 | -300723 | -30535 | 124336 | -130943 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713346200000,
"first_datapoint_time": 1713771000000,
"last_datapoint_time": 1758344400000,
"evaluation_time": 1758346247909,
"expiration_time": 1764824400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 191,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
222098.40502773,
176644.3396915178,
45454.065336212,
317548.8048657884,
216582.1861795874,
100966.6186862012
],
[
222.098405,
176.64434,
45.454065,
317.548805,
216.582186,
100.966619
],
[
0.426432,
0.339159,
0.087272,
0.274791,
0.22151,
0.134101
],
[
65.929341,
65.929341,
65.929341,
65.929341,
65.929341,
65.929341
],
[
-47534,
-49598,
-39874,
-232093,
-248418,
-188745
],
[
1.376668,
1.62578,
1.147885,
1.166595,
1.231888,
1.103863
],
[
329,
164,
165,
329,
164,
165
],
[
145,
67,
78,
145,
67,
78
],
[
184,
97,
87,
184,
97,
87
],
[
44.072948,
40.853659,
47.272727,
44.072948,
40.853659,
47.272727
],
[
1.746944,
2.353741,
1.280333,
1.480369,
1.78348,
1.231232
],
[
92723,
92723,
19598,
149123,
149123,
78205
],
[
-12271,
-11343,
-12271,
-64549,
-64549,
-57918
],
[
74,
74,
75,
74,
74,
75
],
[
95,
94,
96,
95,
94,
96
],
[
58,
60,
55,
58,
60,
55
],
[
24604,
12215,
12388,
24604,
12215,
12388
],
[
8.292221,
14.729721,
8.292221,
8.292221,
14.729721,
8.292221
],
[
2,
4,
1,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302754,
223928,
-300723,
-30535,
124336,
-130943
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713346200000,
"first_datapoint_time": 1713771000000,
"last_datapoint_time": 1758344400000,
"evaluation_time": 1758346247909,
"expiration_time": 1764824400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 191,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|